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Nonlinear estimation techniques play an important role for process monitoring since some states and most of the parameters cannot be directly measured. There are many techniques available for nonlinear state and parameter estimation, i.e., extended Kalman filter (EKF), unscented Kalman filter...
Persistent link: https://www.econbiz.de/10009464890
The paper develops an approach for analyzing the dynamics of a nonlinear time series that is represented by a nonparametric estimate of its one-step ahead conditional density. The approach entails examination of conditional moment profiles corresponding to certain shocks; a conditional moment...
Persistent link: https://www.econbiz.de/10009475493
Threshold Autoregressive Models (TAR) along with other nonlinear time series models have attracted much attention in recent years in time series analysis. TAR models have been applied to a variety of time series. It has been reported that they have a good in sample fit but like many other...
Persistent link: https://www.econbiz.de/10009447232
We have estimated the number of sika deer, Cervus nippon, in Hokkaido, Japan, with the aim of developing a management program that will reduce the level of agricultural damage caused by these deer. A population index that is defined by the population divided by the population of 1993 is first...
Persistent link: https://www.econbiz.de/10009448536
Incluye bibliografía ; We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fi t and, more importantly, encouraging outof-...
Persistent link: https://www.econbiz.de/10012530238
Se considera que las vacunas son la mejor solución para controlar la actual pandemia por SARS-CoV-2. Sin embargo, la proliferación de cepas resistentes a las vacunas puede ser demasiado rápida para que su aplicación alivie la propagación de la pandemia, así como sus consecuencias...
Persistent link: https://www.econbiz.de/10012669977